-16.6%
SPCX vs M
-6.6%
-10.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -4.6% | +13.2% | +8.0% |
| 7D | -0.3% | -4.3% | +3.9% | -0.2% |
| 30D | -19.9% | +1.3% | -21.2% | -19.1% |
| 3M | +16.8% | -7.4% | +24.2% | +15.9% |
| All | -16.6% | -6.6% | -10.0% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded M wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · Available span rolling